Package: MRCE
Type: Package
Title: Multivariate Regression with Covariance Estimation
Version: 2.4
Date: 2022-01-04
Author: Adam J. Rothman
Maintainer: Adam J. Rothman <arothman@umn.edu>
Depends: R (>= 2.10.1), glasso
Description: Compute and select tuning parameters for the MRCE estimator proposed by Rothman, Levina, and Zhu (2010) <doi:10.1198/jcgs.2010.09188>.  This estimator fits the multiple output linear regression model with a sparse estimator of the error precision matrix and a sparse estimator of the regression coefficient matrix.
License: GPL-2
NeedsCompilation: yes
Packaged: 2022-01-04 15:43:00 UTC; adamrothman
Repository: CRAN
Date/Publication: 2022-01-04 17:30:10 UTC
Built: R 4.6.0; aarch64-apple-darwin23; 2026-04-25 20:34:45 UTC; unix
Archs: MRCE.so.dSYM
